NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
87.48 |
91.05 |
3.57 |
4.1% |
87.96 |
| High |
91.44 |
93.42 |
1.98 |
2.2% |
90.00 |
| Low |
87.40 |
90.63 |
3.23 |
3.7% |
84.69 |
| Close |
90.90 |
92.41 |
1.51 |
1.7% |
87.69 |
| Range |
4.04 |
2.79 |
-1.25 |
-30.9% |
5.31 |
| ATR |
3.05 |
3.03 |
-0.02 |
-0.6% |
0.00 |
| Volume |
21,700 |
73,875 |
52,175 |
240.4% |
106,864 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.52 |
99.26 |
93.94 |
|
| R3 |
97.73 |
96.47 |
93.18 |
|
| R2 |
94.94 |
94.94 |
92.92 |
|
| R1 |
93.68 |
93.68 |
92.67 |
94.31 |
| PP |
92.15 |
92.15 |
92.15 |
92.47 |
| S1 |
90.89 |
90.89 |
92.15 |
91.52 |
| S2 |
89.36 |
89.36 |
91.90 |
|
| S3 |
86.57 |
88.10 |
91.64 |
|
| S4 |
83.78 |
85.31 |
90.88 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.39 |
100.85 |
90.61 |
|
| R3 |
98.08 |
95.54 |
89.15 |
|
| R2 |
92.77 |
92.77 |
88.66 |
|
| R1 |
90.23 |
90.23 |
88.18 |
88.85 |
| PP |
87.46 |
87.46 |
87.46 |
86.77 |
| S1 |
84.92 |
84.92 |
87.20 |
83.54 |
| S2 |
82.15 |
82.15 |
86.72 |
|
| S3 |
76.84 |
79.61 |
86.23 |
|
| S4 |
71.53 |
74.30 |
84.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.42 |
84.69 |
8.73 |
9.4% |
3.16 |
3.4% |
88% |
True |
False |
32,389 |
| 10 |
93.42 |
84.05 |
9.37 |
10.1% |
2.82 |
3.0% |
89% |
True |
False |
28,485 |
| 20 |
93.42 |
75.90 |
17.52 |
19.0% |
2.99 |
3.2% |
94% |
True |
False |
22,729 |
| 40 |
93.42 |
75.90 |
17.52 |
19.0% |
2.84 |
3.1% |
94% |
True |
False |
18,833 |
| 60 |
97.91 |
75.90 |
22.01 |
23.8% |
2.99 |
3.2% |
75% |
False |
False |
15,470 |
| 80 |
102.81 |
75.90 |
26.91 |
29.1% |
2.71 |
2.9% |
61% |
False |
False |
13,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.28 |
|
2.618 |
100.72 |
|
1.618 |
97.93 |
|
1.000 |
96.21 |
|
0.618 |
95.14 |
|
HIGH |
93.42 |
|
0.618 |
92.35 |
|
0.500 |
92.03 |
|
0.382 |
91.70 |
|
LOW |
90.63 |
|
0.618 |
88.91 |
|
1.000 |
87.84 |
|
1.618 |
86.12 |
|
2.618 |
83.33 |
|
4.250 |
78.77 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.28 |
91.59 |
| PP |
92.15 |
90.78 |
| S1 |
92.03 |
89.96 |
|